+247.2%
ORCL vs RRC
+70.0%
+177.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.8% | -6.3% | -2.1% |
| 7D | -6.5% | -5.2% | -1.3% | -5.9% |
| 30D | -16.6% | +25.2% | -41.8% | -18.9% |
| 3M | -21.6% | +27.4% | -49.0% | -24.1% |
| 6M | -39.4% | +27.0% | -66.4% | -41.3% |
| YTD | -38.7% | +46.3% | -84.9% | -41.8% |
| 1Y | -50.4% | +37.1% | -87.5% | -52.6% |
| 3Y | +8.1% | +60.2% | -52.1% | +1.0% |
| 5Y | +34.5% | +136.6% | -102.1% | +17.1% |
| All | +247.2% | +70.0% | +177.2% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling